If you have several domains being aliased to one specific domain and you want them all to flow correctly through Firewall, the best practice for both management and SEO is to use 301 redirects in your .htaccess.
1) You can do to this on you host via a directive in your .htaccess file. You can read more on 301 redirects and even create them here. If you use this method, you should not change the A records for the domains to be aliased.
2) You can configure the Sucuri Firewall to do this for you. If you use this method, you will need to change the DNS A records for the aliased domains to the same firewall IP as your main domain.
Using the Sucuri Firewall Domain Alias function
Click the settings gear icon for the desired domain and select General
Click the General menu and select Domain Alias
Enter the domain aliases